Implied Volatilties for FX Majors - 19 June 2009,

Sequence from left to right = 1 wk, 1 mth, 2 mths, 3 mths, 6 mths, 1 yr

EUR/USD = 12.65, 13.05, 13.35, 13.70, 14.25, 14.10

USD/JPY = 13.75, 14.20, 14.45, 14.50, 14.60, 14.60

GBP/USD = 15.05, 15.10, 15.25, 15.25, 15.40, 15.40

USD/CHF = 12.15, 12.65, 12.85, 13.20, 13.35, 13.30

AUD/USD = 19.05, 19.40, 19.55, 19.45, 19.20, 18.70

USD/CAD = 16.55, 16.50, 16.45, 16.35, 16.40, 16.40